Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PINS | Pinterest Inc | Communication Services | Internet Content & Information | 22464 | 32.91 | 10126483 | |
SNA | Snap-On Inc | Industrials | Tools & Accessories | 13831 | 0.0262 | 261.76 | 264221 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 6279.97 |
Total net P/L: | -3720.03 | Total ROI: | -37.20 % |
CAGR: | -12.40 % | Max. DD: | 84.43 % |
System Score: | -0.224 | Sharpe Ratio: | 0.049 |
Start Date: | 2019-06-26 | End Date: | 2022-12-30 |
Total days: | 1283 | ||
Commissions: | 196.45 | Comm.% P/L | 5.58 % |
Total Transactions: | 192 | Log. Linearity: | 26.252 % |
Total | Long | Short | PINS | SNA | |
---|---|---|---|---|---|
Total Profit/Loss | -3523.58 | -2296.02 | -1227.56 | -3222.01 | -301.57 |
Total Profit | 9009.99 | 4280.78 | 4729.21 | 9440.69 | 3418.94 |
Total Loss | 12533.57 | 6576.80 | 5956.77 | 12662.70 | 3720.51 |
Profit Factor | 0.72 | 0.65 | 0.79 | 0.75 | 0.92 |
Trades | 48 | 24 | 24 | 48 | 48 |
Winning Trades | 28 | 13 | 15 | 28 | 20 |
Losing Trades | 20 | 11 | 9 | 20 | 28 |
% Profitable | 58.00 | 54.00 | 62.00 | 58.00 | 41.00 |
Profit/Loss Per Trade % | -0.85 | -1.88 | 0.19 | -0.90 | -0.15 |
Profit Per Trade % | 9.01 | 9.48 | 8.60 | 9.41 | 4.60 |
Loss Per Trade % | 12.37 | 13.29 | 11.25 | 13.22 | 3.33 |
Days In Trade | 594 | 315 | 279 | 594 | 594 |
Days In Trade (Avg. Per Trade) | 12.38 | 13.12 | 11.62 | 12.38 | 12.38 |
% Days In Trade | 46.30 | 24.55 | 21.75 | 46.30 | 46.30 |